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Saturday, December 12, 2009, 12:22AM ET - U.S. Markets Closed. Dow Up 0.63% Nasdaq Down 0.03%
Calamos Blue Chip R (CBCRX)On Dec 11: 10.87  Down 0.02 (0.18%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:
Number of Years Up:0
Number of Years Down:1
Best 1 Yr Total Return (2008):-36.98%
Worst 1 Yr Total Return (2008):-36.98%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticCBCRXCategory
Alpha (against Standard Index)2.872.20
Beta (against Standard Index)0.990.99
Mean Annual Return-2.99-0.14
R-squared (against Standard Index)9688.76
Standard Deviation20.0121.04
Sharpe Ratio-0.16N/A
Treynor Ratio-5.32N/A
5 Years
StatisticCBCRXCategory
Alpha (against Standard Index)1.070.80
Beta (against Standard Index)0.981.01
Mean Annual Return1.800.24
R-squared (against Standard Index)9686.59
Standard Deviation16.0917.50
Sharpe Ratio0.01N/A
Treynor Ratio-1.21N/A
10 Years
StatisticCBCRXCategory
Alpha (against Standard Index)N/A-0.13
Beta (against Standard Index)N/A1.04
Mean Annual ReturnN/A0.05
R-squared (against Standard Index)N/A78.99
Standard DeviationN/A19.17
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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